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* guile: add mu:correl, to calculate pearson's correlation coefficient between vars

This commit is contained in:
djcb 2012-07-25 12:52:36 +03:00
parent 45611b0461
commit d68dcbfc86
1 changed files with 29 additions and 3 deletions
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32
guile/mu/stats.scm
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@ -25,6 +25,7 @@
:export ( mu:tabulate
mu:average
mu:stddev
mu:correl
mu:max
mu:min
mu:weekday-numbers->names
@ -47,7 +48,7 @@ get back a list like
(set! table (assoc-set! table val (1+ old-freq)))))
expr)
table))
(define (average lst)
"Calculate the average of a list LST of numbers, or #f if undefined."
(if (null? lst)
@ -73,7 +74,7 @@ EXPR (or #t for all). Returns #f if undefined."
"Get the standard deviation the the values of FUNC applied to all
messages matching EXPR (or #t for all). This is the 'population' stddev, not the 'sample' stddev. Returns #f if undefined."
(stddev (map func (mu:message-list expr))))
(define* (mu:max func #:optional (expr #t))
"Get the maximum value of FUNC applied to all messages matching
EXPR (or #t for all). Returns #f if undefined."
@ -83,7 +84,32 @@ EXPR (or #t for all). Returns #f if undefined."
"Get the minimum value of FUNC applied to all messages matching
EXPR (or #t for all). Returns #f if undefined."
(apply min (map func (mu:message-list expr))))
(define (correl lst)
"Calculate Pearson's correlation coefficient for a list LST of cons
pair, where the car and cdr of the pairs are values from data set 1
and 2, respectively."
(let ((n (length lst))
(sx (apply + (map car lst)))
(sy (apply + (map cdr lst)))
(sxy (apply + (map (lambda (cell) (* (car cell) (cdr cell))) lst)))
(sxx (apply + (map (lambda (cell) (* (car cell) (car cell))) lst)))
(syy (apply + (map (lambda (cell) (* (cdr cell) (cdr cell))) lst))))
(/ (- (* n sxy) (* sx sy))
(sqrt (* (- (* n sxx) (* sx sx)) (- (* n syy) (* sy sy)))))))
(define* (mu:correl func1 func2 #:optional (expr #t))
"Determine Pearson's correlation coefficient between the value for
functions FUNC1 and FUNC2 to all messages matching EXPR (or #t for
all). Returns #f if undefined."
(let ((data
(map (lambda (msg)
(cons (func1 msg) (func2 msg)))
(mu:message-list expr))))
(if data (correl data) #f)))
;; a list of abbreviated, localized day names
(define day-names
(map locale-day-short (iota 7 1)))